-47.7%
SNAP vs LCID
-92.6%
+44.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.4% |
| 7D | +0.7% | -6.6% | +7.3% | +2.0% |
| 30D | +2.6% | -30.1% | +32.8% | +9.5% |
| 3M | -9.9% | -17.6% | +7.7% | -9.1% |
| 6M | +1.9% | -54.4% | +56.3% | +14.8% |
| YTD | -32.2% | -55.7% | +23.5% | -23.7% |
| 1Y | -22.8% | -71.0% | +48.2% | -5.8% |
| All | -47.7% | -92.6% | +44.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling